Using a factored dual in augmented Lagrangian methods for semidefinite programming

DOI10.1016/j.orl.2018.08.003zbMath1476.90230arXiv1710.04869OpenAlexW2766746521MaRDI QIDQ2294228

Franz Rendl, Angelika Wiegele, Marianna De Santis

Publication date: 10 February 2020

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1710.04869

zbMATH Keywords

semidefinite programmingtheta functionalternating direction augmented Lagrangian method

Mathematics Subject Classification ID

Semidefinite programming (90C22)

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Uses Software

• SDPLR

Cites Work

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• Alternating direction augmented Lagrangian methods for semidefinite programming
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• Solving Large Scale Semidefinite Programs via an Iterative Solver on the Augmented Systems
• Regularization Methods for Semidefinite Programming
• The direct extension of ADMM for multi-block convex minimization problems is not necessarily convergent